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Examples and tutorials

Schemas and data formats

Standards and conventions

Venues and datasets

CME Globex MDP 3.0

Cboe EDGA Depth

Cboe EDGX Depth

Databento US Equities Basic

Databento US Equities Mini

Databento US Equities Summary

European Energy Exchange

ICE Endex iMpact

ICE Europe Commodities iMpact

ICE Europe Financials iMpact

ICE Futures US iMpact

MIAX Depth of Market

Nasdaq Basic with NLS Plus

Nasdaq TotalView-ITCH

NYSE American Integrated

NYSE Arca Integrated

NYSE Texas Integrated

NYSE National Trades and BBO

NYSE Integrated

Corporate actions

Adjustment factors

Security master

MIAX Depth of Market

MIAX disseminates full depth-of-book information for MIAX Pearl Equities through the Miax Pearl Equities Depth of Market Feed (DoM) over the MACH protocol, which Databento receives over UDP multicast in our NY4 data center.

PDF specifications are available through MIAX's website for Depth of Market and MACH.

Info
The Databento team is currently working on this article.

Timestamps

MIAX DoM messages received by Databento have at most one timestamp, which has nanosecond precision. As with all of our datasets, we also collect a ts_recv timestamp when the packet was received by our capture server.

The extra field ts_in_delta does not convey any additional information for this dataset, and is equivalent to ts_recv - ts_event.

Databento Field	MIAX DoM Field	Description
`ts_recv`	N/A	The capture-server-received timestamp.
`ts_event`	Timestamp	The matching-engine timestamp expressed.

More details about our timestamps are available in our timestamping guide.